+139.9%
CNP vs VMC
+146.8%
-6.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.1% |
| 7D | +0.7% | -5.3% | +6.0% | +2.2% |
| 30D | -0.1% | -12.3% | +12.2% | +3.6% |
| 3M | -5.6% | -10.3% | +4.6% | -3.1% |
| 6M | -7.5% | -8.6% | +1.1% | -5.8% |
| YTD | +5.5% | -11.9% | +17.4% | +8.1% |
| 1Y | +8.3% | -13.9% | +22.3% | +11.6% |
| 3Y | +51.8% | +18.2% | +33.6% | +38.9% |
| 5Y | +69.9% | +47.7% | +22.1% | +41.6% |
| 10Y | +139.9% | +152.5% | -12.6% | +60.7% |
| All | +139.9% | +146.8% | -6.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling